+23.5%
YUM vs ES
-4.5%
+28.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.5% |
| 30D | +0.4% | -1.0% | +1.4% | +0.7% |
| 3M | -3.8% | +1.5% | -5.3% | -4.2% |
| 6M | -8.3% | -3.5% | -4.8% | -7.5% |
| YTD | -2.6% | +7.0% | -9.6% | -4.8% |
| 1Y | +1.5% | +15.3% | -13.8% | -3.7% |
| 3Y | +21.6% | +30.2% | -8.6% | +9.5% |
| 5Y | +23.5% | -4.3% | +27.8% | +22.6% |
| All | +23.5% | -4.5% | +28.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling